Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints

DOI10.1137/140999621zbMath1394.49029OpenAlexW2529031700MaRDI QIDQ2968169

Adriano Festa, Joseph Frédéric Bonnans

Publication date: 10 March 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/960b615ff660417c672abc761046d987a8128754

zbMATH Keywords

optimal controlstate constraintsrate of convergencenonlinear systemsEuler discretization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70) Discrete approximations in optimal control (49M25)

Related Items (13)

Self-adaptive inertial single projection methods for variational inequalities involving non-Lipschitz and Lipschitz operators with their applications to optimal control problems ⋮ Two modified inertial projection algorithms for bilevel pseudomonotone variational inequalities with applications to optimal control problems ⋮ Convergence of an extragradient-type method for variational inequality with applications to optimal control problems ⋮ A relaxed forward-backward-forward algorithm with alternated inertial step: weak and linear convergence ⋮ High Order Discrete Approximations to Mayer's Problems for Linear Systems ⋮ Error estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEs ⋮ Error Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and Bang–Bang Solutions ⋮ Higher-order numerical scheme for linear quadratic problems with bang-bang controls ⋮ On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions ⋮ On Some Open Problems in Optimal Control ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State Constraints ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints ⋮ Strong convergence of inertial projection and contraction methods for pseudomonotone variational inequalities with applications to optimal control problems

Uses Software

• PLCP
• SQPlab

Cites Work

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